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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.75% (-1.18%)
Analysis last updated: Sunday, February 22, 2026 at 01:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.32025.41
α0.18235.67
β0.702516.49
γ10.00080.01
γ20.07950.87
γ3-0.1100-1.05
γ4-0.0088-0.08
γ50.16961.86
γ6-0.2889-3.25
γ70.28632.96
γ8-0.1894-2.31
γ90.06291.23
Estimation Period:
Jan 30, 2003 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts